This site is to serve as my note-book and to effectively communicate with my students and collaborators. Every now and then, a blog may be of interest to other researchers or teachers. Views in this blog are my own. All rights of research results and findings on this blog are reserved. See also http://youtube.com/c/hongqin
@hongqin
Saturday, March 12, 2022
two independent random walks, r=0 for Johansen test
two independent random walks, r=0 for Johansen test
one random walk and one stationary series, r=1 for Johansen test.
No comments:
Post a Comment